+2,723.0%
VRT vs SPGI
+156.1%
+2,566.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +5.9% | +5.2% |
| 7D | +9.1% | +0.1% | +9.0% | +9.0% |
| 30D | +0.9% | +8.4% | -7.5% | -4.0% |
| 3M | -13.4% | +11.8% | -25.2% | -20.7% |
| 6M | +11.7% | +5.7% | +6.0% | +4.4% |
| YTD | +73.2% | -9.7% | +82.9% | +76.3% |
| 1Y | +123.4% | -12.5% | +135.9% | +129.1% |
| 3Y | +606.2% | +21.8% | +584.3% | +465.6% |
| 5Y | +899.9% | +8.2% | +891.7% | +760.4% |
| All | +2,723.0% | +156.1% | +2,566.9% | +1,507.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling